How do I import a Blend file from another project without losing its materials,shapekeys in the imported version etc.
Probably you've appended a mesh, which relates to vertices edges and faces only.

If you append an object instead, you will have all the textures and others attributes.

If your object is maden of different spare parts, select all objects you need (meshes, armatures, texts, curves, ....) make a group (Ctrl+G) and append the whole group.